+126.1%
IP vs INDA
+115.1%
+11.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | +0.7% | -6.0% | -5.6% |
| 30D | -10.9% | -0.8% | -10.1% | -10.5% |
| 3M | +11.2% | +3.9% | +7.2% | +9.0% |
| 6M | -10.2% | -0.7% | -9.5% | -9.7% |
| YTD | -2.0% | -7.7% | +5.7% | +2.5% |
| 1Y | -19.1% | -5.1% | -14.0% | -16.7% |
| 3Y | +20.9% | +13.6% | +7.2% | +11.9% |
| 5Y | -17.8% | +7.8% | -25.6% | -22.1% |
| 10Y | +23.5% | +84.6% | -61.1% | -14.5% |
| All | +126.1% | +115.1% | +11.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling